Bibframe Work
TitleA framework for exploring the macroeconomic determinants of systematic riskTypeTextMonographClassificationLCC: HB1 Could not render: bf:statusSupplementary Contentbibliography Summary"We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting functions of realized volatility, namely realized betas for equity portfolios, relating them both to their underlying realized variance and covariance parts and to underlying macroeconomic fundamentals"--National Bureau of Economic Research web site.Authorized Access PointA framework for exploring the macroeconomic determinants of systematic risk